Spring Solution Homework.pdf

One more difference that is two differences after the

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It then follows that γ X ( k ) = E [ X t X t - k ] = E h j =0 Φ j Z t - 4 j (∑ i =0 Φ i Z t - k - 4 i ) i = j =0 i =0 Φ i + j E [ Z t - 4 j Z t - k - 4 i ] If k is not a multiple of 4, then t - 4 j 6 = t - k - 4 i for all i and j . Thus, we have that E [ Z t - 4 j Z t - k - 4 i ] = 0 and γ X ( k ) = 0 , consequently.
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• Spring '17
• Sams
• ........., sh, ed d, ACF

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